The very specific question I am wondering about is “can we assume our characters know about basic probability”.

The broader question is “how much maths should we assume is known in the setting”?

The wiki page on Technology has a little bit about literacy and numeracy, but there’s only one paragraph about maths:

In terms of mathematics, the Empire is quite advanced compared to the medieval world. Algebra and geometry are well understood, and some scholars (especially in Urizen) explore the world of numbers with a similar fervour to that with which wizards study the realm of magic.

I’d take that as implying that most of the stuff you learn in maths GCSE is okay (and after all, a fair number of adult players are going to have done maths GCSE and might remember that stuff).

Thing is, basic probability is also part of maths GCSE… but probability theory itself as developed by Pascal started in the 17th century, so “compared to the medieval world” doesn’t help so much there.

Is this something I should check with PD?